+646.2%
STX vs RKT
+90.6%
+555.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.7% |
| 7D | -14.8% | +10.3% | -25.1% | -15.4% |
| 30D | -35.4% | +32.3% | -67.7% | -37.0% |
| 3M | -37.7% | +10.7% | -48.4% | -38.4% |
| 6M | -35.2% | -3.2% | -32.0% | -35.4% |
| YTD | +84.4% | -21.5% | +105.9% | +87.3% |
| 1Y | +82.3% | -6.0% | +88.3% | +82.1% |
| 3Y | +646.2% | +104.2% | +542.0% | +546.0% |
| All | +646.2% | +90.6% | +555.6% | +546.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling